+7.8%
OMC vs CPB
-33.6%
+41.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.6% |
| 7D | -6.2% | -5.4% | -0.9% | -4.8% |
| 30D | -7.6% | -7.8% | +0.3% | -5.8% |
| 3M | +7.4% | -6.9% | +14.3% | +9.0% |
| 6M | +0.1% | -12.2% | +12.3% | +3.2% |
| YTD | +0.4% | -21.1% | +21.5% | +6.6% |
| 1Y | +7.8% | -33.5% | +41.3% | +18.0% |
| All | +7.8% | -33.6% | +41.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling